GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,573 COMMITMENTS 7,123 4,279 1,756 43,533 47,257 52,412 53,292 1,161 281 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,804) -178 -58 49 1,849 1,813 1,720 1,804 84 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 8.0 3.3 81.3 88.2 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 6 9 35 42 46 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,117 COMMITMENTS 0 0 0 7,117 7,117 7,117 7,117 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 175) 0 0 0 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 19 14 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,803 COMMITMENTS 452 296 1,258 8,450 8,854 10,160 10,408 643 395 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 709) 45 15 11 615 665 671 691 38 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.7 11.6 78.2 82.0 94.0 96.3 6.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 3 9 35 33 44 43 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,347 COMMITMENTS 1,218 294 828 8,948 9,868 10,994 10,990 353 357 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,173) 2 -150 175 892 1,076 1,069 1,101 104 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 2.6 7.3 78.9 87.0 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 5 8 34 40 43 49 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,450 COMMITMENTS 310 64 0 1,121 1,350 1,431 1,414 19 36 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 4.4 0.0 77.3 93.1 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 11 11 12 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,363 COMMITMENTS 175 1,857 87 7,576 5,954 7,838 7,898 525 465 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 280) 5 127 -8 289 245 286 364 -6 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 22.2 1.0 90.6 71.2 93.7 94.4 6.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 6 3 22 19 28 25 MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,815 COMMITMENTS 138 307 80 1,503 1,191 1,721 1,578 94 237 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 220) 0 90 0 200 100 200 190 20 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 16.9 4.4 82.8 65.6 94.8 86.9 5.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 1 15 14 18 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,669 COMMITMENTS 287 4,266 588 21,732 17,755 22,607 22,609 62 60 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 467) 20 -65 55 392 502 467 492 0 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 18.8 2.6 95.9 78.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 5 23 19 29 25 MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,273 COMMITMENTS 906 1,692 391 4,220 3,824 5,517 5,907 756 366 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 502) 116 -88 172 202 497 490 581 12 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 27.0 6.2 67.3 61.0 87.9 94.2 12.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 5 9 22 26 34 35 FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A56 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tons OPEN INTEREST: 5,628 COMMITMENTS 20 979 233 4,735 4,206 4,988 5,418 640 210 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 412) 0 -19 0 324 436 324 417 88 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 17.4 4.1 84.1 74.7 88.6 96.3 11.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 5 20 20 25 25 #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 404,085 COMMITMENTS 78,858 54,687 83,136 202,190 231,077 364,184 368,900 39,901 35,185 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 12,079) 578 3,851 7,921 3,559 188 12,058 11,960 21 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 13.5 20.6 50.0 57.2 90.1 91.3 9.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 52 49 66 89 88 177 172 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,868 COMMITMENTS 0 1,375 150 38,628 38,784 38,778 40,309 7,090 5,559 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 926) 0 160 -10 796 256 786 406 140 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.3 84.2 84.6 84.5 87.9 15.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 1 25 27 26 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,193,024 COMMITMENTS 305,123 395,985 360,432 458,997 395,600 1124552 1152017 68,472 41,007 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 20,897) 6,572 23,866 -9,683 28,445 5,744 25,334 19,927 -4,437 970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 33.2 30.2 38.5 33.2 94.3 96.6 5.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 121 121 141 73 62 274 256 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 322,669 COMMITMENTS 117,715 145,082 41,450 153,862 129,675 313,027 316,207 9,642 6,462 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 18,372) 3,313 4,382 3,962 12,710 11,153 19,985 19,497 -1,613 -1,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 45.0 12.8 47.7 40.2 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 17 28 32 36 64 67 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 123,560 COMMITMENTS 14,600 11,255 24,122 78,500 84,425 117,222 119,802 6,338 3,758 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 10,921) 3,534 2,616 3,891 3,238 4,174 10,663 10,681 258 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 9.1 19.5 63.5 68.3 94.9 97.0 5.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 13 13 21 32 33 54 58 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,383,088 COMMITMENTS 642,208 61,163 73,458 635,198 1227739 1350864 1362360 32,224 20,728 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 16,172) 1,994 6,731 -520 14,202 9,828 15,676 16,039 496 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 4.4 5.3 45.9 88.8 97.7 98.5 2.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 21 7 20 52 48 77 71 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,553 COMMITMENTS 17,422 40,578 28,517 258,798 234,491 304,737 303,586 1,816 2,967 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 4,493) 873 164 1,076 1,140 3,891 3,089 5,131 1,404 -638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 13.2 9.3 84.4 76.5 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 20 24 33 36 60 65 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 82,866 COMMITMENTS 29,095 27,078 13,342 39,503 41,735 81,940 82,155 926 711 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,378) 9 -1,127 862 612 1,628 1,483 1,363 -105 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 32.7 16.1 47.7 50.4 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 14 19 24 24 19 53 47 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,430 COMMITMENTS 13,020 3,159 2,721 2,051 12,414 17,792 18,294 638 136 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 849) 1,407 504 -381 -145 749 881 872 -32 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.6 17.1 14.8 11.1 67.4 96.5 99.3 3.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 15 4 13 11 13 30 26 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 52,889 COMMITMENTS 6,812 5,321 6,698 39,114 40,549 52,624 52,568 265 321 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,262) 32 147 -79 1,335 1,205 1,288 1,273 -26 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 10.1 12.7 74.0 76.7 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 14 15 15 42 60 64 83 Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,383 COMMITMENTS 461 832 465 2,106 1,993 3,032 3,290 351 93 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 495) 121 100 69 338 341 528 510 -33 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 24.6 13.7 62.3 58.9 89.6 97.3 10.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 8 6 24 22 32 34 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours-5MW per OPEN INTEREST: 162,169 COMMITMENTS 26,530 105 1,836 133,782 160,228 162,148 162,169 21 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,311) -30 0 756 1,585 1,555 2,311 2,311 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 0.1 1.1 82.5 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 22 16 23 18 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 2,565,396 COMMITMENTS 372,990 8,160 26,250 2166156 2530986 2565396 2565396 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 0.3 1.0 84.4 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 17 19 19 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,394 COMMITMENTS 3,825 0 0 39,548 43,394 43,373 43,394 21 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,552) 0 0 0 -1,552 -1,552 -1,552 -1,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.0 0.0 91.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 13 17 13 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 902,607 COMMITMENTS 0 0 0 902,607 902,607 902,607 902,607 0 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 22,800) 0 0 0 22,800 22,800 22,800 22,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 12 16 12 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 102,752 COMMITMENTS 4,160 4,600 0 98,384 98,152 102,544 102,752 208 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -43,472) -1,760 -1,500 0 -41,624 -41,972 -43,384 -43,472 -88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.5 0.0 95.7 95.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 8 13 9 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,184 COMMITMENTS 1,087 936 176 33,921 33,609 35,184 34,721 0 463 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,883) 296 0 -8 1,618 1,891 1,906 1,883 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.7 0.5 96.4 95.5 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 2 22 27 27 30 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 142,836 COMMITMENTS 9,805 1,961 4,458 127,699 135,844 141,962 142,263 874 573 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,463) -5 127 -253 2,676 2,617 2,418 2,491 45 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 1.4 3.1 89.4 95.1 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 18 10 11 60 57 84 72 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 101,953 COMMITMENTS 14,796 7,175 308 86,784 93,568 101,888 101,051 65 902 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,572) 145 -663 300 2,072 2,707 2,517 2,344 55 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 7.0 0.3 85.1 91.8 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 6 3 26 29 32 37 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,168 COMMITMENTS 2,321 1,020 578 33,144 33,971 36,043 35,569 125 599 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,394) -242 25 81 1,575 1,238 1,414 1,344 -20 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.8 1.6 91.6 93.9 99.7 98.3 0.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 2 6 33 39 45 46 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,398 COMMITMENTS 2,362 108 93 12,741 14,453 15,196 14,654 202 744 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 463) 105 0 -2 360 465 463 463 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 0.7 0.6 82.7 93.9 98.7 95.2 1.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 30 25 34 27 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,226 COMMITMENTS 347 498 209 14,720 15,024 15,276 15,731 950 495 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 578) -10 147 -5 583 471 568 613 10 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.1 1.3 90.7 92.6 94.1 96.9 5.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 3 29 20 34 26 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,027,539 COMMITMENTS 581,416 305,090 606,946 734,484 1012058 1922846 1924094 104,693 103,445 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 53,883) 20,602 21,815 -17,298 61,445 39,451 64,749 43,968 -10,866 9,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 15.0 29.9 36.2 49.9 94.8 94.9 5.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 163 120 177 103 119 372 338 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,430 COMMITMENTS 56,057 15,802 1,792 28,983 49,768 86,832 67,362 24,598 44,068 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 976) 63 -113 435 683 906 1,181 1,228 -205 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 14.2 1.6 26.0 44.7 77.9 60.5 22.1 39.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 4 10 11 17 19 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,258 COMMITMENTS 22,170 42,656 31,422 36,302 19,366 89,894 93,444 11,364 7,814 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -1,852) 695 -1,195 -2,346 1,537 1,835 -114 -1,706 -1,738 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 42.1 31.0 35.9 19.1 88.8 92.3 11.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 20 11 27 14 16 45 46 CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,855 COMMITMENTS 375 0 0 11,465 11,840 11,840 11,840 15 15 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 150) 90 0 0 60 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 96.7 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 0 22 24 24 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,177 COMMITMENTS 13,937 4,807 526 6,819 16,770 21,282 22,103 1,895 1,074 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 881) 1,015 -1,830 128 -280 2,740 863 1,038 18 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 20.7 2.3 29.4 72.4 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 71 32 14 30 36 110 76 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,255 COMMITMENTS 45,085 20,394 1,534 10,100 37,139 56,719 59,067 6,536 4,188 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,214) -3,961 967 49 1,423 -4,776 -2,489 -3,760 -725 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 32.2 2.4 16.0 58.7 89.7 93.4 10.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 119 54 18 34 32 163 95 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 376,840 COMMITMENTS 114,626 55,764 65,178 176,279 234,933 356,083 355,875 20,757 20,965 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -7,039) -16,287 -13,489 6,423 5,256 -2,036 -4,608 -9,102 -2,431 2,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 14.8 17.3 46.8 62.3 94.5 94.4 5.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 79 56 73 91 103 207 201 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,124 COMMITMENTS 2,384 896 330 7,537 8,532 10,251 9,758 1,873 2,366 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,465) -92 33 317 1,572 1,271 1,797 1,621 -332 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 7.4 2.7 62.2 70.4 84.6 80.5 15.4 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 4 4 12 12 19 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 17,779 COMMITMENTS 2,251 0 6,090 8,695 10,237 17,036 16,327 743 1,452 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 2,090) 215 -200 965 1,035 1,150 2,215 1,915 -125 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 0.0 34.3 48.9 57.6 95.8 91.8 4.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 4 14 16 20 20 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,851 COMMITMENTS 40 0 230 12,666 12,861 12,936 13,091 915 760 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,825) 40 -510 210 1,215 2,020 1,465 1,720 360 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 1.7 91.4 92.9 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 16 21 17 22 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,391 COMMITMENTS 2,508 4,504 372 12,443 12,003 15,323 16,879 5,068 3,512 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -293) -285 85 -106 278 -332 -113 -353 -180 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 22.1 1.8 61.0 58.9 75.1 82.8 24.9 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 3 13 15 18 19 MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE Code-111A47 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,772 COMMITMENTS 1,510 685 920 4,413 5,414 6,843 7,019 1,929 1,753 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,276) 19 -55 114 978 1,000 1,111 1,059 165 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 7.8 10.5 50.3 61.7 78.0 80.0 22.0 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 5 13 13 18 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,170 COMMITMENTS 6,530 15,609 1,008 9,602 475 17,140 17,092 30 78 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 280) -651 -2 275 659 0 283 273 -3 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 90.9 5.9 55.9 2.8 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 4 5 9 3 21 10 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 DRY METRIC TONS) OPEN INTEREST: 18,504 COMMITMENTS 8,188 8,150 4,416 5,352 5,408 17,956 17,974 548 530 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,088) 527 38 414 110 569 1,051 1,021 37 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 44.0 23.9 28.9 29.2 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 28 20 27 15 14 53 51 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,950 COMMITMENTS 2,233 233 464 30,936 33,213 33,633 33,910 317 40 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,495) -75 -45 -15 1,585 1,555 1,495 1,495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.7 1.4 91.1 97.8 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 23 16 28 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,540 COMMITMENTS 25 795 270 3,220 2,450 3,515 3,515 25 25 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 0) -50 -25 0 25 0 -25 -25 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 22.5 7.6 91.0 69.2 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 4 14 8 18 14 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,125 COMMITMENTS 1,549 983 0 3,568 4,142 5,117 5,125 8 0 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 95) 0 -25 0 95 120 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 19.2 0.0 69.6 80.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 3 0 11 10 17 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,317 COMMITMENTS 1,140 4,372 943 16,109 13,772 18,192 19,087 1,125 230 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 168) 76 11 13 92 144 181 168 -13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 22.6 4.9 83.4 71.3 94.2 98.8 5.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 6 6 29 26 38 35 RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE Code-86565G FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 BARREL OPEN INTEREST: 5,105 COMMITMENTS 89 2,308 121 4,158 2,137 4,368 4,566 737 539 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 277) -79 77 55 485 303 461 435 -184 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 45.2 2.4 81.4 41.9 85.6 89.4 14.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 6 4 23 23 27 30 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,527 COMMITMENTS 90 852 310 2,807 2,245 3,207 3,407 320 120 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 90) 0 -15 60 30 45 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 24.2 8.8 79.6 63.7 90.9 96.6 9.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 6 7 10 14 17 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,568 COMMITMENTS 1,203 2,944 562 7,554 5,895 9,319 9,401 249 167 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,133) 293 -295 130 744 1,283 1,167 1,118 -34 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 30.8 5.9 79.0 61.6 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 7 7 22 25 31 36 MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,801 COMMITMENTS 660 358 364 691 940 1,715 1,662 86 139 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 260) 120 70 10 130 180 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 19.9 20.2 38.4 52.2 95.2 92.3 4.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 6 6 11 18 23 28 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,422 COMMITMENTS 1,993 4,321 3,449 11,186 10,649 16,628 18,419 4,794 3,003 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,921) 407 -343 1,212 248 687 1,867 1,556 54 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 20.2 16.1 52.2 49.7 77.6 86.0 22.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 4 15 15 20 19
Updated November 18, 2016